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The PrivateBank, Securities
| 2009-03-31 | Rank | |
| Total securities | $68,006,000 | 1,785 |
| U.S. Government securities | $40,852,000 | 2,056 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $40,852,000 | 2,006 |
| Securities issued by states & political subdivisions | $26,476,000 | 833 |
| Other domestic debt securities | $678,000 | 2,583 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $678,000 | 1,781 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $40,852,000 | 1,444 |
| Certificates of participation in pools of residential mortgages | $17,428,000 | 2,008 |
| Issued or guaranteed by U.S. | $17,428,000 | 1,995 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $23,424,000 | 821 |
| CMOs issued by government agencies or sponsored agencies | $23,424,000 | 619 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $677,000 | 2,680 |
| Available-for-sale securities (fair market value) | $67,329,000 | 1,583 |
| Total debt securities | $68,006,000 | 1,763 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $69,410,000 | 1,744 |
| U.S. Government securities | $42,154,000 | 1,976 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $42,154,000 | 1,939 |
| Securities issued by states & political subdivisions | $26,816,000 | 799 |
| Other domestic debt securities | $440,000 | 2,780 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $440,000 | 1,989 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $42,154,000 | 1,348 |
| Certificates of participation in pools of residential mortgages | $18,067,000 | 1,898 |
| Issued or guaranteed by U.S. | $18,067,000 | 1,886 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $24,087,000 | 775 |
| CMOs issued by government agencies or sponsored agencies | $24,087,000 | 582 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $440,000 | 2,889 |
| Available-for-sale securities (fair market value) | $68,970,000 | 1,541 |
| Total debt securities | $69,410,000 | 1,721 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $69,046,000 | 1,709 |
| U.S. Government securities | $42,523,000 | 1,924 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $42,523,000 | 1,883 |
| Securities issued by states & political subdivisions | $26,099,000 | 805 |
| Other domestic debt securities | $424,000 | 2,759 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $424,000 | 1,990 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $42,523,000 | 1,271 |
| Certificates of participation in pools of residential mortgages | $18,025,000 | 1,816 |
| Issued or guaranteed by U.S. | $18,025,000 | 1,804 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $24,498,000 | 727 |
| CMOs issued by government agencies or sponsored agencies | $24,498,000 | 530 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $424,000 | 2,911 |
| Available-for-sale securities (fair market value) | $68,622,000 | 1,493 |
| Total debt securities | $69,046,000 | 1,688 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $72,064,000 | 1,661 |
| U.S. Government securities | $44,424,000 | 1,866 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $44,424,000 | 1,831 |
| Securities issued by states & political subdivisions | $27,216,000 | 779 |
| Other domestic debt securities | $424,000 | 2,735 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $424,000 | 2,012 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $44,424,000 | 1,227 |
| Certificates of participation in pools of residential mortgages | $19,006,000 | 1,749 |
| Issued or guaranteed by U.S. | $19,006,000 | 1,739 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $25,418,000 | 699 |
| CMOs issued by government agencies or sponsored agencies | $25,418,000 | 508 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $424,000 | 2,923 |
| Available-for-sale securities (fair market value) | $71,640,000 | 1,459 |
| Total debt securities | $72,064,000 | 1,627 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $71,471,000 | 1,655 |
| U.S. Government securities | $41,351,000 | 1,992 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,351,000 | 1,954 |
| Securities issued by states & political subdivisions | $29,613,000 | 695 |
| Other domestic debt securities | $507,000 | 2,543 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $507,000 | 1,826 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $41,351,000 | 1,249 |
| Certificates of participation in pools of residential mortgages | $17,205,000 | 1,812 |
| Issued or guaranteed by U.S. | $17,205,000 | 1,803 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $24,146,000 | 699 |
| CMOs issued by government agencies or sponsored agencies | $24,146,000 | 520 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $506,000 | 2,882 |
| Available-for-sale securities (fair market value) | $70,965,000 | 1,465 |
| Total debt securities | $71,471,000 | 1,615 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $54,741,000 | 2,122 |
| U.S. Government securities | $24,353,000 | 3,117 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,353,000 | 3,051 |
| Securities issued by states & political subdivisions | $30,101,000 | 663 |
| Other domestic debt securities | $287,000 | 2,621 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $287,000 | 1,933 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,353,000 | 1,673 |
| Certificates of participation in pools of residential mortgages | $7,549,000 | 2,666 |
| Issued or guaranteed by U.S. | $7,549,000 | 2,653 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $16,804,000 | 814 |
| CMOs issued by government agencies or sponsored agencies | $16,804,000 | 626 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $287,000 | 3,117 |
| Available-for-sale securities (fair market value) | $54,454,000 | 1,868 |
| Total debt securities | $54,741,000 | 2,077 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $48,343,000 | 2,360 |
| U.S. Government securities | $18,193,000 | 3,877 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,193,000 | 3,793 |
| Securities issued by states & political subdivisions | $29,881,000 | 655 |
| Other domestic debt securities | $269,000 | 2,595 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $269,000 | 1,921 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,193,000 | 1,929 |
| Certificates of participation in pools of residential mortgages | $6,265,000 | 2,774 |
| Issued or guaranteed by U.S. | $6,265,000 | 2,759 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $11,928,000 | 986 |
| CMOs issued by government agencies or sponsored agencies | $11,928,000 | 778 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $269,000 | 3,208 |
| Available-for-sale securities (fair market value) | $48,074,000 | 2,053 |
| Total debt securities | $48,343,000 | 2,316 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $48,888,000 | 2,335 |
| U.S. Government securities | $19,020,000 | 3,772 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,020,000 | 3,684 |
| Securities issued by states & political subdivisions | $29,599,000 | 658 |
| Other domestic debt securities | $269,000 | 2,538 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $269,000 | 1,886 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,020,000 | 1,817 |
| Certificates of participation in pools of residential mortgages | $6,347,000 | 2,684 |
| Issued or guaranteed by U.S. | $6,347,000 | 2,671 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $12,673,000 | 924 |
| CMOs issued by government agencies or sponsored agencies | $12,673,000 | 722 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $269,000 | 3,239 |
| Available-for-sale securities (fair market value) | $48,619,000 | 2,033 |
| Total debt securities | $48,888,000 | 2,297 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $50,470,000 | 2,299 |
| U.S. Government securities | $20,057,000 | 3,652 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,057,000 | 3,559 |
| Securities issued by states & political subdivisions | $30,088,000 | 640 |
| Other domestic debt securities | $325,000 | 2,509 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $325,000 | 1,884 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,057,000 | 1,737 |
| Certificates of participation in pools of residential mortgages | $6,612,000 | 2,624 |
| Issued or guaranteed by U.S. | $6,612,000 | 2,615 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $13,445,000 | 879 |
| CMOs issued by government agencies or sponsored agencies | $13,445,000 | 696 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $325,000 | 3,236 |
| Available-for-sale securities (fair market value) | $50,145,000 | 1,990 |
| Total debt securities | $50,470,000 | 2,263 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $51,431,000 | 2,272 |
| U.S. Government securities | $21,184,000 | 3,574 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,184,000 | 3,478 |
| Securities issued by states & political subdivisions | $30,082,000 | 633 |
| Other domestic debt securities | $165,000 | 2,749 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $165,000 | 2,129 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,184,000 | 1,675 |
| Certificates of participation in pools of residential mortgages | $7,031,000 | 2,543 |
| Issued or guaranteed by U.S. | $7,031,000 | 2,529 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $14,153,000 | 861 |
| CMOs issued by government agencies or sponsored agencies | $14,153,000 | 691 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $164,000 | 3,537 |
| Available-for-sale securities (fair market value) | $51,267,000 | 1,972 |
| Total debt securities | $51,431,000 | 2,228 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $50,488,000 | 2,326 |
| U.S. Government securities | $19,997,000 | 3,763 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,997,000 | 3,651 |
| Securities issued by states & political subdivisions | $30,326,000 | 629 |
| Other domestic debt securities | $165,000 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $165,000 | 2,169 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,997,000 | 1,753 |
| Certificates of participation in pools of residential mortgages | $4,965,000 | 3,016 |
| Issued or guaranteed by U.S. | $4,965,000 | 3,002 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $15,032,000 | 819 |
| CMOs issued by government agencies or sponsored agencies | $15,032,000 | 655 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $165,000 | 3,612 |
| Available-for-sale securities (fair market value) | $50,323,000 | 2,005 |
| Total debt securities | $50,488,000 | 2,278 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $50,848,000 | 2,303 |
| U.S. Government securities | $21,059,000 | 3,622 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,059,000 | 3,508 |
| Securities issued by states & political subdivisions | $29,624,000 | 617 |
| Other domestic debt securities | $165,000 | 2,848 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $165,000 | 2,235 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,059,000 | 1,691 |
| Certificates of participation in pools of residential mortgages | $5,156,000 | 2,975 |
| Issued or guaranteed by U.S. | $5,156,000 | 2,962 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $15,903,000 | 787 |
| CMOs issued by government agencies or sponsored agencies | $15,903,000 | 629 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $166,000 | 3,664 |
| Available-for-sale securities (fair market value) | $50,682,000 | 1,982 |
| Total debt securities | $50,848,000 | 2,258 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $50,848,000 | 2,327 |
| U.S. Government securities | $20,541,000 | 3,737 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,541,000 | 3,623 |
| Securities issued by states & political subdivisions | $30,044,000 | 607 |
| Other domestic debt securities | $263,000 | 2,757 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $263,000 | 2,186 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,541,000 | 1,751 |
| Certificates of participation in pools of residential mortgages | $5,439,000 | 2,962 |
| Issued or guaranteed by U.S. | $5,439,000 | 2,948 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $15,102,000 | 817 |
| CMOs issued by government agencies or sponsored agencies | $15,102,000 | 661 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $263,000 | 3,591 |
| Available-for-sale securities (fair market value) | $50,585,000 | 2,012 |
| Total debt securities | $50,848,000 | 2,282 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $50,076,000 | 2,372 |
| U.S. Government securities | $19,479,000 | 3,869 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,479,000 | 3,733 |
| Securities issued by states & political subdivisions | $30,310,000 | 605 |
| Other domestic debt securities | $287,000 | 2,810 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $287,000 | 2,272 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,479,000 | 1,840 |
| Certificates of participation in pools of residential mortgages | $5,829,000 | 2,899 |
| Issued or guaranteed by U.S. | $5,829,000 | 2,888 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $13,650,000 | 862 |
| CMOs issued by government agencies or sponsored agencies | $13,650,000 | 701 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $287,000 | 3,635 |
| Available-for-sale securities (fair market value) | $49,789,000 | 2,024 |
| Total debt securities | $50,076,000 | 2,327 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $54,933,000 | 2,146 |
| U.S. Government securities | $24,056,000 | 3,284 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,056,000 | 3,166 |
| Securities issued by states & political subdivisions | $30,508,000 | 597 |
| Other domestic debt securities | $369,000 | 2,774 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $369,000 | 2,274 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,056,000 | 1,616 |
| Certificates of participation in pools of residential mortgages | $6,395,000 | 2,793 |
| Issued or guaranteed by U.S. | $6,395,000 | 2,781 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $17,661,000 | 736 |
| CMOs issued by government agencies or sponsored agencies | $17,661,000 | 594 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $368,000 | 3,583 |
| Available-for-sale securities (fair market value) | $54,565,000 | 1,824 |
| Total debt securities | $54,933,000 | 2,102 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $55,017,000 | 2,160 |
| U.S. Government securities | $23,938,000 | 3,353 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,938,000 | 3,235 |
| Securities issued by states & political subdivisions | $30,382,000 | 586 |
| Other domestic debt securities | $697,000 | 2,448 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $697,000 | 1,982 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,938,000 | 1,654 |
| Certificates of participation in pools of residential mortgages | $7,179,000 | 2,697 |
| Issued or guaranteed by U.S. | $7,179,000 | 2,686 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $16,759,000 | 791 |
| CMOs issued by government agencies or sponsored agencies | $16,759,000 | 644 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $697,000 | 3,364 |
| Available-for-sale securities (fair market value) | $54,320,000 | 1,832 |
| Total debt securities | $55,017,000 | 2,117 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $52,174,000 | 2,315 |
| U.S. Government securities | $21,920,000 | 3,626 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,920,000 | 3,499 |
| Securities issued by states & political subdivisions | $29,723,000 | 597 |
| Other domestic debt securities | $531,000 | 2,634 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $531,000 | 2,180 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,920,000 | 1,790 |
| Certificates of participation in pools of residential mortgages | $7,811,000 | 2,643 |
| Issued or guaranteed by U.S. | $7,811,000 | 2,634 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $14,109,000 | 901 |
| CMOs issued by government agencies or sponsored agencies | $14,109,000 | 748 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $530,000 | 3,516 |
| Available-for-sale securities (fair market value) | $51,644,000 | 1,954 |
| Total debt securities | $52,174,000 | 2,269 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $54,878,000 | 2,232 |
| U.S. Government securities | $24,166,000 | 3,373 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,166,000 | 3,242 |
| Securities issued by states & political subdivisions | $30,330,000 | 594 |
| Other domestic debt securities | $382,000 | 2,932 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $382,000 | 2,494 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,166,000 | 1,713 |
| Certificates of participation in pools of residential mortgages | $8,496,000 | 2,571 |
| Issued or guaranteed by U.S. | $8,496,000 | 2,565 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $15,670,000 | 865 |
| CMOs issued by government agencies or sponsored agencies | $15,670,000 | 719 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $382,000 | 3,750 |
| Available-for-sale securities (fair market value) | $54,496,000 | 1,891 |
| Total debt securities | $54,878,000 | 2,190 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $59,409,000 | 2,064 |
| U.S. Government securities | $27,742,000 | 3,026 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,742,000 | 2,910 |
| Securities issued by states & political subdivisions | $31,428,000 | 563 |
| Other domestic debt securities | $239,000 | 3,169 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $239,000 | 2,726 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $27,742,000 | 1,570 |
| Certificates of participation in pools of residential mortgages | $10,203,000 | 2,345 |
| Issued or guaranteed by U.S. | $10,203,000 | 2,335 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $17,539,000 | 799 |
| CMOs issued by government agencies or sponsored agencies | $17,539,000 | 672 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $239,000 | 3,986 |
| Available-for-sale securities (fair market value) | $59,170,000 | 1,739 |
| Total debt securities | $59,409,000 | 2,013 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $60,962,000 | 2,055 |
| U.S. Government securities | $22,763,000 | 3,598 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,763,000 | 3,475 |
| Securities issued by states & political subdivisions | $38,108,000 | 443 |
| Other domestic debt securities | $91,000 | 3,512 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $91,000 | 3,041 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,763,000 | 1,814 |
| Certificates of participation in pools of residential mortgages | $11,036,000 | 2,264 |
| Issued or guaranteed by U.S. | $11,036,000 | 2,255 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $11,727,000 | 1,015 |
| CMOs issued by government agencies or sponsored agencies | $11,727,000 | 880 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $90,000 | 4,304 |
| Available-for-sale securities (fair market value) | $60,872,000 | 1,736 |
| Total debt securities | $60,962,000 | 2,001 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $38,238,000 | 3,041 |
| U.S. Government securities | $20,652,000 | 3,762 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,652,000 | 3,633 |
| Securities issued by states & political subdivisions | $17,510,000 | 1,103 |
| Other domestic debt securities | $76,000 | 3,630 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $76,000 | 3,130 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,652,000 | 1,969 |
| Certificates of participation in pools of residential mortgages | $9,656,000 | 2,461 |
| Issued or guaranteed by U.S. | $9,656,000 | 2,453 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $10,996,000 | 1,086 |
| CMOs issued by government agencies or sponsored agencies | $10,996,000 | 945 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $77,000 | 4,386 |
| Available-for-sale securities (fair market value) | $38,161,000 | 2,631 |
| Total debt securities | $38,238,000 | 2,971 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $34,684,000 | 3,341 |
| U.S. Government securities | $18,920,000 | 4,068 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,920,000 | 3,933 |
| Securities issued by states & political subdivisions | $15,721,000 | 1,248 |
| Other domestic debt securities | $43,000 | 3,716 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $43,000 | 3,301 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,920,000 | 2,096 |
| Certificates of participation in pools of residential mortgages | $10,090,000 | 2,408 |
| Issued or guaranteed by U.S. | $10,090,000 | 2,398 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $8,830,000 | 1,207 |
| CMOs issued by government agencies or sponsored agencies | $8,830,000 | 1,113 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $44,000 | 4,506 |
| Available-for-sale securities (fair market value) | $34,640,000 | 2,875 |
| Total debt securities | $34,684,000 | 3,282 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $31,391,000 | 3,519 |
| U.S. Government securities | $17,642,000 | 4,123 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,642,000 | 3,967 |
| Securities issued by states & political subdivisions | $13,706,000 | 1,434 |
| Other domestic debt securities | $43,000 | 3,828 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $43,000 | 3,409 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,642,000 | 2,166 |
| Certificates of participation in pools of residential mortgages | $11,604,000 | 2,202 |
| Issued or guaranteed by U.S. | $11,604,000 | 2,192 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $6,038,000 | 1,475 |
| CMOs issued by government agencies or sponsored agencies | $6,038,000 | 1,372 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $42,000 | 4,537 |
| Available-for-sale securities (fair market value) | $31,349,000 | 3,057 |
| Total debt securities | $31,391,000 | 3,447 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $30,957,000 | 3,473 |
| U.S. Government securities | $18,024,000 | 3,959 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,024,000 | 3,803 |
| Securities issued by states & political subdivisions | $12,890,000 | 1,503 |
| Other domestic debt securities | $43,000 | 3,877 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $43,000 | 3,438 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,024,000 | 2,178 |
| Certificates of participation in pools of residential mortgages | $10,857,000 | 2,285 |
| Issued or guaranteed by U.S. | $10,857,000 | 2,275 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $7,167,000 | 1,468 |
| CMOs issued by government agencies or sponsored agencies | $7,167,000 | 1,366 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $43,000 | 4,571 |
| Available-for-sale securities (fair market value) | $30,914,000 | 3,024 |
| Total debt securities | $30,957,000 | 3,397 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $28,467,000 | 3,663 |
| U.S. Government securities | $19,844,000 | 3,722 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,844,000 | 3,558 |
| Securities issued by states & political subdivisions | $8,623,000 | 2,090 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,844,000 | 2,024 |
| Certificates of participation in pools of residential mortgages | $12,087,000 | 2,114 |
| Issued or guaranteed by U.S. | $12,087,000 | 2,106 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $7,757,000 | 1,448 |
| CMOs issued by government agencies or sponsored agencies | $7,757,000 | 1,355 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $28,467,000 | 3,156 |
| Total debt securities | $28,467,000 | 3,591 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $28,323,000 | 3,664 |
| U.S. Government securities | $20,436,000 | 3,636 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,436,000 | 3,473 |
| Securities issued by states & political subdivisions | $7,887,000 | 2,198 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,436,000 | 1,967 |
| Certificates of participation in pools of residential mortgages | $12,358,000 | 2,039 |
| Issued or guaranteed by U.S. | $12,358,000 | 2,030 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $8,078,000 | 1,416 |
| CMOs issued by government agencies or sponsored agencies | $8,078,000 | 1,315 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $28,323,000 | 3,134 |
| Total debt securities | $28,323,000 | 3,592 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $9,818,000 | 6,565 |
| U.S. Government securities | $8,846,000 | 5,828 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,846,000 | 5,597 |
| Securities issued by states & political subdivisions | $972,000 | 5,296 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,846,000 | 3,061 |
| Certificates of participation in pools of residential mortgages | $6,912,000 | 2,643 |
| Issued or guaranteed by U.S. | $6,912,000 | 2,627 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,934,000 | 2,769 |
| CMOs issued by government agencies or sponsored agencies | $1,934,000 | 2,610 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $972,000 | 3,872 |
| Available-for-sale securities (fair market value) | $8,846,000 | 5,911 |
| Total debt securities | $9,818,000 | 6,463 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $1,014,000 | 9,518 |
| U.S. Government securities | $1,014,000 | 9,294 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,014,000 | 9,053 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $1,014,000 | 8,515 |
| Total debt securities | $1,014,000 | 9,400 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |